| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
4,128.0 |
4,079.0 |
-49.0 |
-1.2% |
4,094.0 |
| High |
4,134.0 |
4,096.0 |
-38.0 |
-0.9% |
4,173.0 |
| Low |
4,079.0 |
4,038.0 |
-41.0 |
-1.0% |
4,007.0 |
| Close |
4,094.0 |
4,044.0 |
-50.0 |
-1.2% |
4,154.0 |
| Range |
55.0 |
58.0 |
3.0 |
5.5% |
166.0 |
| ATR |
81.0 |
79.3 |
-1.6 |
-2.0% |
0.0 |
| Volume |
27,675 |
34,913 |
7,238 |
26.2% |
299,374 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,233.3 |
4,196.7 |
4,075.9 |
|
| R3 |
4,175.3 |
4,138.7 |
4,060.0 |
|
| R2 |
4,117.3 |
4,117.3 |
4,054.6 |
|
| R1 |
4,080.7 |
4,080.7 |
4,049.3 |
4,070.0 |
| PP |
4,059.3 |
4,059.3 |
4,059.3 |
4,054.0 |
| S1 |
4,022.7 |
4,022.7 |
4,038.7 |
4,012.0 |
| S2 |
4,001.3 |
4,001.3 |
4,033.4 |
|
| S3 |
3,943.3 |
3,964.7 |
4,028.1 |
|
| S4 |
3,885.3 |
3,906.7 |
4,012.1 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,609.3 |
4,547.7 |
4,245.3 |
|
| R3 |
4,443.3 |
4,381.7 |
4,199.7 |
|
| R2 |
4,277.3 |
4,277.3 |
4,184.4 |
|
| R1 |
4,215.7 |
4,215.7 |
4,169.2 |
4,246.5 |
| PP |
4,111.3 |
4,111.3 |
4,111.3 |
4,126.8 |
| S1 |
4,049.7 |
4,049.7 |
4,138.8 |
4,080.5 |
| S2 |
3,945.3 |
3,945.3 |
4,123.6 |
|
| S3 |
3,779.3 |
3,883.7 |
4,108.4 |
|
| S4 |
3,613.3 |
3,717.7 |
4,062.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,173.0 |
4,007.0 |
166.0 |
4.1% |
70.6 |
1.7% |
22% |
False |
False |
43,408 |
| 10 |
4,247.0 |
4,007.0 |
240.0 |
5.9% |
66.0 |
1.6% |
15% |
False |
False |
37,371 |
| 20 |
4,356.0 |
4,007.0 |
349.0 |
8.6% |
51.5 |
1.3% |
11% |
False |
False |
18,985 |
| 40 |
4,552.0 |
3,730.0 |
822.0 |
20.3% |
58.8 |
1.5% |
38% |
False |
False |
9,618 |
| 60 |
4,656.0 |
3,730.0 |
926.0 |
22.9% |
45.4 |
1.1% |
34% |
False |
False |
6,450 |
| 80 |
4,716.0 |
3,730.0 |
986.0 |
24.4% |
34.9 |
0.9% |
32% |
False |
False |
4,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,342.5 |
|
2.618 |
4,247.8 |
|
1.618 |
4,189.8 |
|
1.000 |
4,154.0 |
|
0.618 |
4,131.8 |
|
HIGH |
4,096.0 |
|
0.618 |
4,073.8 |
|
0.500 |
4,067.0 |
|
0.382 |
4,060.2 |
|
LOW |
4,038.0 |
|
0.618 |
4,002.2 |
|
1.000 |
3,980.0 |
|
1.618 |
3,944.2 |
|
2.618 |
3,886.2 |
|
4.250 |
3,791.5 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,067.0 |
4,105.5 |
| PP |
4,059.3 |
4,085.0 |
| S1 |
4,051.7 |
4,064.5 |
|